Option hedging by an influential informed investor (Q2862441)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option hedging by an influential informed investor |
scientific article |
Statements
Option hedging by an influential informed investor (English)
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15 November 2013
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enlargement of filtration
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FBSDE
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insider trading
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influential investor
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asymmetric information
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martingale representation
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